Related papers: Anderson Acceleration for Partially Observable Mar…
We present a major improvement to the incremental pruning algorithm for solving partially observable Markov decision processes. Our technique targets the cross-sum step of the dynamic programming (DP) update, a key source of complexity in…
Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…
We propose an acceleration scheme for first-order methods (FOMs) for convex quadratic programs (QPs) that is analogous to Anderson acceleration and the Generalized Minimal Residual algorithm for linear systems. We motivate our proposed…
A state space representation of an environment is a classic and yet powerful tool used by many autonomous robotic systems for efficient and often optimal solution planning. However, designing these representations with high performance is…
Anderson acceleration (AA) is widely used for accelerating the convergence of nonlinear fixed-point methods $x_{k+1}=q(x_{k})$, $x_k \in \mathbb{R}^n$, but little is known about how to quantify the convergence acceleration provided by AA.…
Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…
This paper presents the first ever approach for solving \emph{continuous-observation} Decentralized Partially Observable Markov Decision Processes (Dec-POMDPs) and their semi-Markovian counterparts, Dec-POSMDPs. This contribution is…
We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…
Decentralized partially observable Markov decision processes (Dec-POMDPs) are rich models for cooperative decision-making under uncertainty, but are often intractable to solve optimally (NEXP-complete). The transition and observation…
Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…
Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…
In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…
We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…
Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…
Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…
Currently, large partially observable Markov decision processes (POMDPs) are often solved by sampling-based online methods which interleave planning and execution phases. However, a pre-computed offline policy is more desirable in POMDP…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…
Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…